Able Wealth Management
Deployment Engine
Staged entry with down-day acceleration. Test the rules against the alternatives, then run them daily with a record that shows every purchase was set in advance.
Backtest
Simulates your staged-entry rules against historical or live S&P 500 data so you can see, before any capital is committed, whether the strategy is likely to beat lump sum, plain DCA, or staying in cash.
- Set total capital, tranches, trigger thresholds, and cadence.
- Choose a data source and a run window (or a preset stress-test start).
- Click Run backtest to populate the chart, fill schedule, result scoreboard, risk panel, and sensitivity grid.
- Use the presets (Conservative / Balanced / Aggressive) to fill common starting points quickly.
Blotter
Turns the backtested strategy into a daily execution checklist for a specific client account, with a time-stamped record of every scheduled, accelerated, and completed fill.
- Assign a client name, custodian, and account number to the plan.
- Set the funding date and generate (or load a saved) plan.
- Each day, click Fetch prior close & level now to pull live S&P levels.
- Review fills, compare recalculations, mark the plan to market, export CSV/JSON, or print a client summary.
Parameters$800,000
Preset
Market data
S&P 500 (bundled) · 9,209 sessions · 1990-01-02 to 2026-07-28
Run window
Quick-set the start date to a stress scenario. Latest jumps to the most recent window that still fits the horizon; the others start the day of a major market top so you can see how the plan would deploy into the ensuing drawdown.
Window too short
Pick a start date that leaves at least 252 sessions of history after it.
Fills price at the session close. Accelerated purchases consume the next scheduled installment rather than adding capital, so total deployment never exceeds $800,000. The daily cap counts scheduled and accelerated fills together. Backtests use index price levels and exclude commissions, spread, and index dividends. Not investment advice.